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- W2106382018 abstract "A description is given of an asymptotically-minimum-variance algorithm for estimating the MA (moving-average) and ARMA (autoregressive moving-average) parameters of non-Gaussian processes from sample high-order moments. The algorithm uses the statistical properties (covariances and cross covariances) of the sample moments explicitly. A simpler alternative algorithm that requires only linear operations is also presented. The latter algorithm is asymptotically-minimum-variance in the class of weighted least-squares algorithms. >" @default.
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- W2106382018 title "Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments" @default.
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- W2106382018 doi "https://doi.org/10.1109/9.45140" @default.
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